-80.2%
HTZ vs Z
-19.1%
-61.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -10.6% | -10.1% | -17.5% |
| 7D | -7.7% | -2.3% | -5.5% | -6.3% |
| 30D | -13.1% | +9.4% | -22.5% | -14.8% |
| 3M | +14.7% | -16.1% | +30.8% | +19.9% |
| 6M | -70.6% | -30.4% | -40.2% | -67.4% |
| YTD | -65.2% | -55.6% | -9.6% | -55.3% |
| 1Y | -73.2% | -58.5% | -14.7% | -64.7% |
| All | -80.2% | -19.1% | -61.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling